+216.3%
USFD vs CASY
+276.6%
-60.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | +3.5% | -11.3% | +14.9% | +7.4% |
| 3M | +26.6% | -0.6% | +27.2% | +24.6% |
| 6M | +11.7% | +10.7% | +1.0% | +5.0% |
| YTD | +38.1% | +37.1% | +1.0% | +19.6% |
| 1Y | +33.4% | +52.3% | -18.9% | +10.3% |
| 3Y | +155.8% | +215.2% | -59.4% | +46.7% |
| All | +216.3% | +276.6% | -60.3% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling